Consumers are quickly becoming more comfortable buying mattresses without ever trying them out. In fact, the latest Consumer Reports' mattress survey shows that many people bought their mattresses at retailers with few brick-and-mortar outlets or that sell mattresses online, and they like what they're finding.

Of the four mattress stores that scored highly in our mattress store Ratings for overall satisfaction, Original Mattress Factory has stores in just nine states (though it ships to most). Costco stores display mattresses standing up, which makes them difficult to try, and sells more than half of its mattresses online. The other two, online retailers Amazon.com and QVC, don't sell mattresses at walk-in stores at all.

The 20,000 subscribers surveyed were the least satisfied with Big Lots, a discount retailer with more than 1,400 stores in 47 states. Subscribers who shopped there were particularly displeased with that chain’s mattress selection and the cleanliness of floor models; they were also among the most likely to report shopping-related problems.

Just slightly better was Sleepy’s, which was lowest rated in 2013, the last time we asked our subscribers about mattress stores. Sleepy’s is now owned by Mattress Firm, which placed in the middle of the pack in our Ratings. But much like Sleepy’s, it also gets dinged for its prices. (Check out the best and worst mattress brands.)

Major Mattress Retailers Don't Impress

In our survey, traditional sellers, mattress chains, and department stores fared the worst. Our subscribers shopped mostly at Sleep Number mattress stores, and that retailer scored well except for price. Macy’s did about the same but with one notable difference: Eight percent of respondents who shopped at Macy’s, as opposed to just three percent for Sleep Number, said they'd buy from a different retailer given the chance to do it over again.

But Macy's wasn't the only retailer that left some respondents wishing for a do-over. Shoppers were even more dissatisfied with their experiences at Big Lots, Rooms to Go, Sleepy's, Mattress Warehouse, and JC Penney.

In our survey, we also asked subscribers to tell us about the stores they rejected. In other words, they shopped there for a mattress but changed their mind and bought elsewhere. Here, too, is worrying news for traditional retailers. Of those subscribers who shopped around for a mattress, 11 percent rejected Macy’s, 10 percent rejected Sears and Mattress Firm, 9 percent said no to Sleep Number, and 8 percent rejected Sleepy’s.

Price is what seals the deal for many shoppers, and Amazon, Costco, IKEA, and Walmart got excellent marks on that score. None of the retailers got top marks for selection, although eight did very well and only one, Original Mattress Factory, aced the Service score.